+162.4%
ALL vs ALM
+410.2%
-247.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.7% | -7.4% | +0.3% |
| 7D | +5.0% | +1.2% | +3.8% | +5.0% |
| 30D | +13.3% | -19.3% | +32.7% | +13.5% |
| 3M | +3.2% | -40.6% | +43.8% | +3.4% |
| 6M | +25.3% | -57.9% | +83.3% | +26.1% |
| YTD | +30.5% | -6.7% | +37.1% | +27.7% |
| 1Y | +29.2% | +20.2% | +9.0% | +25.3% |
| 3Y | +119.1% | +879.4% | -760.3% | +91.6% |
| All | +162.4% | +410.2% | -247.8% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling